Plex does operate a few services that 'free' (or any) streaming may rely on depending on circumstances. Aside from auth, Plex clients that aren't able to discover the server instance locally rely on a Plex-hosted webservice to enumerate available servers. Additionally, there is a client-side config option that allows low resolution streams (720p is the ceiling, I believe) to be proxied via Plex's infrastructure. This setting is referred to as 'indirect connection', if I recall correctly.